+11,237.1%
TSM vs SWKS
+1,538.5%
+9,698.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.1% | -8.7% | -10.1% |
| 7D | -18.2% | -9.2% | -9.0% | -15.6% |
| 30D | -26.8% | -1.9% | -24.9% | -26.3% |
| 3M | -14.5% | +21.2% | -35.7% | -20.5% |
| 6M | -10.0% | +12.9% | -22.9% | -15.6% |
| YTD | +17.1% | +30.7% | -13.6% | +4.0% |
| 1Y | +21.5% | +14.1% | +7.4% | +12.5% |
| 3Y | +300.4% | -1.7% | +302.1% | +277.2% |
| 5Y | +224.7% | -43.0% | +267.7% | +260.5% |
| 10Y | +1,372.7% | +34.3% | +1,338.3% | +1,130.0% |
| All | +11,237.1% | +1,538.5% | +9,698.6% | +2,333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling